A simple test of optimal hedging policy
Year of publication: |
2013
|
---|---|
Authors: | Chiu, Wan-Yi |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 4, p. 1062-1070
|
Publisher: |
Elsevier |
Subject: | Optimal hedge ratio | Risk-return measure | Sharpe ratio | Hedging effectiveness | Mean–variance analysis |
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